+8.8%
ELV vs ALC
-9.1%
+17.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.4% | +4.2% | +3.0% |
| 7D | +3.8% | +2.3% | +1.5% | +3.3% |
| 30D | +4.1% | +15.5% | -11.4% | +0.9% |
| 3M | +8.5% | +0.6% | +7.9% | +8.2% |
| 6M | +14.6% | +18.4% | -3.8% | +9.9% |
| YTD | +24.4% | -5.6% | +29.9% | +25.2% |
| 1Y | +44.2% | 0.0% | +44.2% | +43.1% |
| 3Y | -1.4% | +2.8% | -4.2% | -4.0% |
| 5Y | +8.8% | -8.8% | +17.6% | +11.2% |
| All | +8.8% | -9.1% | +17.9% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ALC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling